bvhar (Q5975744)
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Bayesian Vector Heterogeneous Autoregressive Modeling
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | bvhar |
Bayesian Vector Heterogeneous Autoregressive Modeling |
Statements
Tools to model and forecast multivariate time series including Bayesian Vector heterogeneous autoregressive (VHAR) model by Kim & Baek (2023) (<doi:10.1080/00949655.2023.2281644>). 'bvhar' can model Vector Autoregressive (VAR), VHAR, Bayesian VAR (BVAR), and Bayesian VHAR (BVHAR) models.
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5 June 2026
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